Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47427.23 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46032.26 Kr¶

PnL: ---------------------------------------> -856.31 Kr¶

DD now: ---------------------------------> -2.473 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:02:39.405824'

Anic Portfolio¶

Today¶

Return: -1.093 %¶

This Week¶

Return: -1.014 %¶

Total¶

Return: 55.265 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
Beijer Electronics Group 26 -1.850000 3036.800000 65.800000 2.210000 2971.000006
SAAB B 8 0.540000 3425.600000 48.600000 1.440000 3377.000000
Corem Property Group B 59 -1.330000 614.190000 37.190000 6.450000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.360000 389.500000 34.500000 9.720000 355.000000
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
MedCap 2 -1.540000 449.000000 28.000000 6.650000 421.000000
Boozt 12 -0.990000 1680.000000 26.000000 1.570000 1653.999996
Resurs Holding 22 -1.620000 599.500000 25.500000 4.440000 573.999998
HMS Networks 2 -2.980000 689.600000 16.600000 2.470000 673.000000
Securitas B 6 -0.710000 584.400000 14.400000 2.530000 570.000000
Swedbank A 3 -0.650000 577.350000 13.350000 2.370000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.290000 249.600000 3.600000 1.460000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Nordea Bank Abp 29 -0.070000 3452.160000 -1.840000 -0.050000 3453.999992
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Intrum 4 -4.000000 523.600000 -3.400000 -0.650000 527.000000
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Essity B 2 -0.320000 558.800000 -15.200000 -2.650000 574.000000
Midsona B 63 -2.090000 561.960000 -21.040000 -3.610000 582.999984
CTEK 13 -2.210000 505.960000 -28.040000 -5.250000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.700000 548.500000 -46.070000 -7.750000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.960000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -2.300000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46032.260000 -856.310000 -2.47309% 46888.564618

Updated:¶

'2023-01-25 13:02:52.456124'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶